Dark
Light
System
Institutional Investment Manager
STATE OF MICHIGAN RETIREMENT SYSTEM
STATE OF MICHIGAN RETIREMENT SYSTEM (CIK: 0000762152), located at Michigan Dept. Of Treasury, Lansing, MI. Institutional holdings reported to the SEC.

Institutional Holdings (2015Q3)
Original 13F HR (0000762152-15-000007) filed in 2015.10.30
#
Name
Shares
Value ($)
%
Options
Notes
1 SPDR S&P 500 ETF TR 3,489,950 668,779 5.17%
2 APPLE INC 5,109,073 563,531 4.36%
3 AFLAC INC 5,972,709 347,194 2.68%
4 WELLS FARGO & CO NEW 6,220,634 319,430 2.47%
5 UNION PAC CORP 3,222,456 284,897 2.20%
6 GILEAD SCIENCES INC 2,803,712 275,296 2.13%
7 VERIZON COMMUNICATIONS INC 4,778,455 207,911 1.61%
8 HOME DEPOT INC 1,784,840 206,131 1.59%
9 US BANCORP DEL 4,546,433 186,449 1.44%
10 FACEBOOK INC 1,942,500 174,631 1.35%
11 VALIDUS HOLDINGS LTD 3,813,100 171,856 1.33%
12 CVS HEALTH CORP 1,742,200 168,087 1.30%
13 MICROSOFT CORP 3,768,524 166,795 1.29%
14 JPMORGAN CHASE & CO 2,711,825 165,340 1.28%
15 WAL-MART STORES INC 2,545,334 165,039 1.28%
16 AMAZON COM INC 298,450 152,774 1.18%
17 TWO HBRS INVT CORP 16,920,000 149,234 1.15%
18 CISCO SYS INC 5,560,263 145,957 1.13%
19 GOLDMAN SACHS GROUP INC 761,882 132,385 1.02%
20 PG&E CORP 2,368,541 125,059 0.97%
21 CITIGROUP INC 2,488,300 123,445 0.95%
22 BANK AMER CORP 7,916,157 123,334 0.95%
23 BRISTOL MYERS SQUIBB CO 2,033,053 120,357 0.93%
24 THERMO FISHER SCIENTIFIC INC 946,903 115,787 0.90%
25 AMERICAN EXPRESS CO 1,541,511 114,272 0.88%
26 JOHNSON & JOHNSON 1,222,160 114,089 0.88%
27 EXXON MOBIL CORP 1,505,664 111,946 0.87%
28 DELPHI AUTOMOTIVE PLC 1,397,090 106,235 0.82%
29 GENERAL ELECTRIC CO 4,178,921 105,392 0.82%
30 EXELON CORP 3,466,089 102,943 0.80%
31 PROCTER AND GAMBLE CO 1,350,612 97,163 0.75%
32 AMERICAN INTL GROUP INC 1,692,002 96,140 0.74%
33 BOFI HLDG INC 723,000 93,144 0.72%
34 CENCORA 951,280 90,362 0.70%
35 AT&T INC 2,759,583 89,907 0.70%
36 TESLA INC 344,321 85,529 0.66%
37 PHILIP MORRIS INTL INC 1,033,945 82,023 0.63%
38 PFIZER INC 2,598,850 81,630 0.63%
39 INTEL CORP 2,662,955 80,261 0.62%
40 PAYPAL HLDGS INC 2,537,386 78,760 0.61%
41 INTERNATIONAL BUSINESS MACHS 517,735 75,056 0.58%
42 TRACTOR SUPPLY CO 884,000 74,539 0.58%
43 COMCAST CORP NEW 1,245,649 70,853 0.55%
44 SELECT SECTOR SPDR TR 2,967,200 67,237 0.52%
45 BERKSHIRE HATHAWAY INC DEL 499,766 65,169 0.50%
46 MERCK & CO INC 1,261,553 62,308 0.48%
47 ALTRIA GROUP INC 1,091,774 59,393 0.46%
48 COCA COLA CO 1,470,646 59,002 0.46%
49 UNITED TECHNOLOGIES CORP 645,779 57,468 0.44%
50 SCHLUMBERGER LTD 831,183 57,327 0.44%
Page 1 of 20